Last Update: 31 July 2022

The Alpha Architect Robust Portfolio obtained a 8.33% compound annual return, with a 11.01% standard deviation, in the last 30 Years.

The US Stocks Portfolio obtained a 10.00% compound annual return, with a 15.09% standard deviation, in the last 30 Years.

Summary

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Alpha Architect Robust Portfolio US Stocks Portfolio
Risk Very High Very High
Asset Allocation Stocks 70% 100%
Fixed Income 20% 0%
Commodities 10% 0%
30 Years Stats Return +8.33% +10.00%
Std Dev 11.01% 15.09%
Max Drawdown -45.15% -50.84%

Last Update: 31 July 2022

Historical Returns as of Jul 31, 2022

Comparison period starts from January 1992

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1M 6M 1Y 5Y(*) 10Y(*) 30Y(*) MAX(*)
Alpha Architect Robust Portfolio +5.28 -3.22 -4.73 +7.00 +7.49 +8.33 +8.32
US Stocks Portfolio +9.35 -8.42 -7.75 +12.11 +13.43 +10.00 +9.90
(*) Returns over 1 year are annualized

Capital Growth as of Jul 31, 2022

Alpha Architect Robust Portfolio: an investment of 1000$, since August 1992, now would be worth 11041.04$, with a total return of 1004.10% (8.33% annualized).

US Stocks Portfolio: an investment of 1000$, since August 1992, now would be worth 17465.33$, with a total return of 1646.53% (10.00% annualized).

Alpha Architect Robust Portfolio: an investment of 1000$, since January 1992, now would be worth 11520.05$, with a total return of 1052.01% (8.32% annualized).

US Stocks Portfolio: an investment of 1000$, since January 1992, now would be worth 17940.89$, with a total return of 1694.09% (9.90% annualized).

Drawdowns

Drawdown comparison chart since July 1992.

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Alpha Architect Robust Portfolio
US Stocks Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-50.84% Nov 2007 Feb 2009
-45.15% Nov 2007 Feb 2009
-43.94% Sep 2000 Sep 2002
-21.32% Jan 2022 Jun 2022
-20.84% Jan 2020 Mar 2020
-19.45% Jan 2020 Mar 2020
-17.57% Jul 1998 Aug 1998
-14.59% May 2011 Sep 2011
-14.20% Oct 2018 Dec 2018
-13.06% Feb 2001 Sep 2002
-12.88% Sep 2018 Dec 2018
-12.65% Nov 2021 Jun 2022
-12.38% Apr 1998 Aug 1998
-10.26% Jun 2015 Feb 2016
-8.84% Jun 2015 Sep 2015
-8.44% Apr 2000 May 2000
-7.43% Feb 1994 Jun 1994
-6.82% Apr 2012 May 2012
-6.45% May 2019 May 2019
-6.42% Jul 1999 Sep 1999

Drawdown comparison chart since January 1992.

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Alpha Architect Robust Portfolio
US Stocks Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-50.84% Nov 2007 Feb 2009
-45.15% Nov 2007 Feb 2009
-43.94% Sep 2000 Sep 2002
-21.32% Jan 2022 Jun 2022
-20.84% Jan 2020 Mar 2020
-19.45% Jan 2020 Mar 2020
-17.57% Jul 1998 Aug 1998
-14.59% May 2011 Sep 2011
-14.20% Oct 2018 Dec 2018
-13.06% Feb 2001 Sep 2002
-12.88% Sep 2018 Dec 2018
-12.65% Nov 2021 Jun 2022
-12.38% Apr 1998 Aug 1998
-10.26% Jun 2015 Feb 2016
-8.84% Jun 2015 Sep 2015
-8.44% Apr 2000 May 2000
-7.43% Feb 1994 Jun 1994
-6.82% Apr 2012 May 2012
-6.45% May 2019 May 2019
-6.42% Jul 1999 Sep 1999

Yearly Returns

Yearly return comparison. Common historical serie start from January 1992.

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Year Alpha Architect Robust Portfolio US Stocks Portfolio
2022
-7.69% -13.97%
2021
+15.71% +25.67%
2020
+9.55% +21.03%
2019
+22.11% +30.67%
2018
-7.40% -5.21%
2017
+14.23% +21.21%
2016
+7.34% +12.83%
2015
-2.97% +0.36%
2014
+4.41% +12.54%
2013
+18.23% +33.45%
2012
+13.25% +16.45%
2011
+0.76% +0.97%
2010
+17.52% +17.42%
2009
+20.28% +28.89%
2008
-30.92% -36.98%
2007
+5.28% +5.37%
2006
+16.14% +15.69%
2005
+9.03% +6.31%
2004
+16.21% +12.79%
2003
+29.60% +30.75%
2002
-1.83% -20.47%
2001
-5.48% -10.97%
2000
+9.35% -10.57%
1999
+12.94% +23.81%
1998
+7.93% +23.26%
1997
+15.26% +30.99%
1996
+17.80% +20.96%
1995
+24.75% +35.79%
1994
-1.20% -0.17%
1993
+16.81% +10.62%
1992
+9.58% +9.11%
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